Future Papers

High-Dimensional Variable Selection with Right Censored Length-biased Data
Di He, Yong Zhou and Hui Zou
Supp
doi:10.5705/ss.202018.0089
Recursive nonparametric regression estimation for independent functional data
Yousri Slaoui
Supp
doi:10.5705/ss.202018.0069
A Functional Single Index Model
Fei Jiang, Seungchul Baek, Jiguo Cao and Yanyuan Ma
 
doi:10.5705/ss.202018.0013
Imputed Factor Regression for High-dimensional Block-wise Missing Data
Yan-Qing Zhang, Nian-Sheng Tang and Annie Qu
Supp
doi:10.5705/ss.202018.0008
FMEM: Functional Mixed Effects Models for Longitudinal Functional Responses
Hongtu Zhu, Kehui Chen, Xinchao Luo, Ying Yuan and Jane-Ling Wang
Supp
doi:10.5705/ss.202017.0505
On the Estimation of Locally Stationary Long-Memory Processes
Ngai Hang Chan and Wilfredo Palma
 
doi:10.5705/ss.202017.0472
The bias mapping of the Yule-Walker estimator is a contraction
Philip A. Ernst and Paul Shaman
Supp
doi:10.5705/ss.202017.0466
Cost considerations for efficient group testing studies
Shih-Hao Huang, Mong-Na Lo Huang and Kerby Shedden
 
doi:10.5705/ss.202017.0408
Modularity Based Community Detection in Heterogeneous Networks
Jingfei Zhang and Yuguo Chen
Supp
doi:10.5705/ss.202017.0399
SEMIPARAMETRIC REGRESSION MODEL FOR RECURRENT BACTERIAL INFECTIONS AFTER HEMATOPOIETIC STEM CELL TRANSPLANTATION
Chi Hyun Lee, Chiung-Yu Huang, Todd E. DeFor, Claudio G. Brunstein, Daniel J. Weisdorf and Xianghua Luo
 
doi:10.5705/ss.202017.0397
Joint variable screening in the censored accelerated failure time model
Yixin Fang and Jinfeng Xu
Supp
doi:10.5705/ss.202017.0373
Nonparametric Inference for Right Censored Data Using Smoothing Splines
Meiling Hao, Yuanyuan Lin and Xingqiu Zhao
Supp
doi:10.5705/ss.202017.0357
An Adaptive Test on High-dimensional Parameters in Generalized Linear Models
Chong Wu, Gongjun Xu and Wei Pan
Supp
doi:10.5705/ss.202017.0354
Estimating a discrete log-concave distribution in higher dimensions
Hanna Jankowski and Amanda Tian
Supp
doi:10.5705/ss.202017.0344
Statistical Inference for Structurally Changed Threshold Autoregressive Models
Zhaoxing Gao and Shiqing Ling
Supp
doi:10.5705/ss.202017.0341
DESIGN ADMISSIBILITY, INVARIANCE AND OPTIMALITY IN MULTIRESPONSE LINEAR MODELS
Xin Liu and Rong-Xian Yue
 
doi:10.5705/ss.202017.0332
SEMIPARAMETRIC TRANSFORMATION MODELS WITH MULTILEVEL RANDOM EFFECTS FOR CORRELATED DISEASE ONSET IN FAMILIES
Baosheng Liang, Yuanjia Wang and Donglin Zeng
Supp
doi:10.5705/ss.202017.0326
Generalised Linear Cepstral Models for the Spectrum of a Time Series
Tommaso Proietti and Alessandra Luati
 
doi:10.5705/ss.202017.0322
On a measure of lack of fit in nonlinear cointegrating regression with endogeneity
Qiying Wang and Ke Zhu
Supp
doi:10.5705/ss.202017.0317
Selective Sign-Determining Multiple Confidence Intervals with FCR Control
Asaf Weinstein and Daniel Yekutieli
Supp
doi:10.5705/ss.202017.0316
Sparse Bayesian Additive Nonparametric Regression with Application to Health Effects of Pesticides Mixtures
Ran Wei, Brian J. Reich, Jane A. Hoppin and Subhashis Ghosal
Supp
doi:10.5705/ss.202017.0315
An analysis of the cost of hyper-parameter selection via split-sample validation, with applications to penalized regression
Jean Feng and Noah Simon
Supp
doi:10.5705/ss.202017.0310
Empirical Likelihood Estimation Using Auxiliary Summary Information with Different Covariate Distributions
Peisong Han and Jerald F. Lawless
 
doi:10.5705/ss.202017.0308
Marginal screening for high-dimensional predictors of survival outcomes
Tzu-Jung Huang, Ian W. McKeague and Min Qian
Supp
doi:10.5705/ss.202017.0298
Edgeworth correction for the largest eigenvalue in a spiked PCA model
Jeha Yang and Iain M. Johnstone
Supp
doi:10.5705/ss.202017.0296
Hybrid combinations of parametric and empirical likelihoods
Nils Lid Hjort, Ian W. McKeague and Ingrid Van Keilegom
Supp
doi:10.5705/ss.202017.0291
Sufficient Dimension Reduction under Dimension-reduction-based Imputation with Predictors Missing at Random
Xiaojie Yang and Qihua Wang
Supp
doi:10.5705/ss.202017.0288
Functional Sliced Inverse Regression in a Reproducing Kernel Hilbert Space: a Theoretical Connection to Functional Linear Regression
Guochang Wang and Heng Lian
Supp
doi:10.5705/ss.202017.0277
Nonparametric estimation of time-dependent quantiles in a simulation model
Felix Heimrich, Michael Kohler and Lisa Kristl
Supp
doi:10.5705/ss.202017.0276
Testing homogeneity of high-dimensional covariance matrices
Shurong Zheng, Ruitao Lin, Jianhua Guo and Guosheng Yin
Supp
doi:10.5705/ss.202017.0275
LOCAL AND GLOBAL ROBUSTNESS WITH CONJUGATE AND SPARSITY PRIORS
Vahed Maroufy and Paul Marriott
 
doi:10.5705/ss.202017.0265
Nonlinear function on function additive model with multiple predictor curves
Xin Qi and Ruiyan Luo
Supp
doi:10.5705/ss.202017.0249
An Adaptive-to-Model Test for Parametric Single-Index Errors-in-Variables Models
Hira L. Koul, Chuanlong Xie and Lixing Zhu
Supp
doi:10.5705/ss.202017.0248
Estimation of Functional Sparsity in Nonparametric Varying Coefficient Models for Longitudinal Data Analysis
Catherine Y. Tu, Juhyun Park and Haonan Wang
Supp
doi:10.5705/ss.202017.0246
Efficient Estimation of Partially Linear Models for Data on Complicated Domains by Bivariate Penalized Splines over Triangulations
Lily Wang, Guannan Wang, Ming-Jun Lai and Lei Gao
Supp
doi:10.5705/ss.202017.0243
A test for equality of two distributions via integrating characteristic functions
Yiming Liu, Zhi Liu and Wang Zhou
 
doi:10.5705/ss.202017.0236
Classification and regression trees and forests for incomplete data from sample surveys
Wei-Yin Loh, John Eltinge, Moon Jung Cho and Yuanzhi Li
Supp
doi:10.5705/ss.202017.0225
MM ALGORITHMS FOR VARIANCE COMPONENT ESTIMATION AND SELECTION IN LOGISTIC LINEAR MIXED MODEL
Liuyi Hu, Wenbin Lu, Jin Zhou and Hua Zhou
Supp
doi:10.5705/ss.202017.0220
TIME-VARYING ESTIMATION AND DYNAMIC MODEL SELECTION WITH AN APPLICATION OF NETWORK DATA
Lan Xue, Xinxin Shu and Annie Qu
Supp
doi:10.5705/ss.202017.0218
A MATRIX-FREE METHOD FOR SPATIAL-TEMPORAL GAUSSIAN STATE-SPACE MODELS
Debashis Mondal and Chunxiao Wang
Supp
doi:10.5705/ss.202017.0217
HIGH-DIMENSIONAL TWO-SAMPLE COVARIANCE MATRIX TESTING VIA SUPER-DIAGONALS
Jing He and Song Xi Chen
 
doi:10.5705/ss.202017.0213
Smoothing Spline Mixed-Effects Density Models for Clustered Data
Chi-Yang Chiu, Anna Liu and Yuedong Wang
Supp
doi:10.5705/ss.202017.0211
A simple method to construct confidence bands in functional linear regression
MASAAKI IMAIZUMI AND KENGO KATO
 
doi:10.5705/ss.202017.0208
Nonlinear interaction detection through model-based sufficient dimension reduction
Guoliang Fan, Liping Zhu and Shujie Ma
Supp
doi:10.5705/ss.202017.0206
Functional Principal Component Analysis for Derivatives of Multivariate Curves
Maria Grith, Heiko Wagner, Wolfgang K. Hardle and Alois Kneip
Supp
doi:10.5705/ss.202017.0199
Large-Scale Simultaneous Testing of Cross-Covariance Matrices with Applications to PheWAS
Tianxi Cai, T. Tony Cai, Katherine Liao and Weidong Liu
Supp
doi:10.5705/ss.202017.0189
ROBUST SUBGROUP IDENTIFICATION
YINGYING ZHANG, HUIXIA JUDY WANG and ZHONGYI ZHU
Supp
doi:10.5705/ss.202017.0179
Nonparametric Inference for Markov Processes with Missing Absorbing State
Giorgos Bakoyannis, Ying Zhang and Constantin T. Yiannoutsos
Supp
doi:10.5705/ss.202017.0175
Tensor Generalized Estimating Equations for Longitudinal Imaging Analysis
Xiang Zhang, Lexin Li, Hua Zhou, Yeqing Zhou, Dinggang Shen, and ADNI
Supp
doi:10.5705/ss.202017.0153
Multiply robust nonparametric multiple imputation for the treatment of missing data
Sixia Chen and David Haziza
 
doi:10.5705/ss.202017.0126
Criteria for Multiple Surrogates
Peng Luo, Zheng Cai and Zhi Geng
 
doi:10.5705/ss.202017.0122
Edgeworth expansions for a class of spectral density estimators and their applications to interval estimation
Arindam Chatterjee and Soumendra Lahiri
Supp
doi:10.5705/ss.202017.0121
ORTHOGONAL SERIES ESTIMATION OF THE PAIR CORRELATION FUNCTION OF A SPATIAL POINT PROCESS
Abdollah Jalilian, Yongtao Guan and Rasmus Waagepetersen
Supp
doi:10.5705/ss.202017.0112
Strong laws for randomly weighted sums of random variables and applications in the bootstrap and random design regression
Pingyan Chen, Tao Zhang and Soo Hak Sung
Supp
doi:10.5705/ss.202017.0106
A Popularity Scaled Latent Space Model for Large-Scale Directed Social Network
Xiangyu Chang, Danyang Huang and Hansheng Wang
 
doi:10.5705/ss.202017.0103
Estimation of Errors-in-Variables Partially Linear Additive Models
Byeong Park, Eun Ryung Lee and Kyunghee Han
Supp
doi:10.5705/ss.202017.0101
Adaptive functional linear regression via functional principal component analysis and block thresholding
T. Tony Cai, Linjun Zhang and Harrison H. Zhou
Supp
doi:10.5705/ss.202017.0099
Peter Hall on Extremes: Research, teaching and supervision
Alan Welsh
 
doi:10.5705/ss.202017.0095
Clustering in General Measurement Error Models
Raymond Carroll, Ya Su and Jill Reedy
Supp
doi:10.5705/ss.202017.0093
Pseudo value method for ultra high-dimensional semiparametric models with life-time data
Tony Sit, Yue Xing, Yongze Xu and Minggao Gu
Supp
doi:10.5705/ss.202017.0089
Closed-population capture--recapture models with measurement error and missing observations in covariates
Jakub Stoklosa, Shen-Ming Lee and Wen-Han Hwang
Supp
doi:10.5705/ss.202017.0088
Semiparametric Estimation and Inference of Variance Function with Large Dimensional Covariates
Yanyuan Ma and Liping Zhu
Supp
doi:10.5705/ss.202017.0084
Forward Additive Regression for Ultrahigh Dimensional Nonparametric Additive Models
Wei Zhong, Sunpeng Duan and Liping Zhu
Supp
doi:10.5705/ss.202017.0083
Graph Estimation for Matrix-variate Gaussian Data
Xi Chen and Weidong Liu
Supp
doi:10.5705/ss.202017.0076
The semi-parametric Bernstein-von Mises theorem for regression models with symmetric errors
Minwoo Chae, Yongdai Kim and Bas J. K. Kleijn
 
doi:10.5705/ss.202017.0074
Control of Directional Errors in Fixed Sequence Multiple Testing
Anjana Grandhi, Wenge Guo and Joseph P. Romano
Supp
doi:10.5705/ss.202017.0072
Applications of Peter Hall's martingale limit theory to estimating and testing high dimensional covariance matrices
Danning Li, Lingzhou Xue and Hui Zou
Supp
doi:10.5705/ss.202017.0060
Peter Hall's Contribution to Empirical Likelihood
Jinyuan Chang, Jianjun Guo and Cheng Yong Tang
 
doi:10.5705/ss.202017.0059
Bias Reduction for Nonparametric and Semiparametric Regression Models
Ming-Yen Cheng, Tao Huang, Peng Liu and Heng Peng
Supp
doi:10.5705/ss.202017.0058
EMPIRICAL FOURIER METHODS FOR INTERVAL CENSORED DATA
Peter G. Hall, John Braun and Thierry Duchesne
Supp
doi:10.5705/ss.202017.0057
Data Sharpening Guided by Global Constraint in Local Regression
W. John Braun, X. Joan Hu and Xiuli Kang
Supp
doi:10.5705/ss.202017.0056
RFMS Method for Credit Scoring Based on Bank Card Transaction Data
Danyang Huang, Jing Zhou and Hansheng Wang
 
doi:10.5705/ss.202017.0043
Generalized empirical likelihood inference for nonsmooth moment functions with non-ignorable missing values
Puying Zhao, Niansheng Tang and Hongtu Zhu
Supp
doi:10.5705/ss.202017.0042
Empirical Likelihood Ratio Tests for Coefficients in High Dimensional Heteroscedastic Linear Models
Honglang Wang, Ping-Shou Zhong and Yuehua Cui
Supp
doi:10.5705/ss.202017.0041
Joint Test of Parametric and Nonparametric Effects in Partial Linear Models for Gene-environment Interaction
Xu Liu, Ping-Shou Zhong and Yuehua Cui
Supp
doi:10.5705/ss.202017.0039
Peter Gavin Hall -- A Brief Remembrance of the Man and his Work
Francisco Samaniego
 
doi:10.5705/ss.202017.0038
OPTIMAL MODEL AVERAGING OF VARYING COEFFICIENT MODELS
CONG LI, QI LI, JEFFREY S. RACINE and DAIQIANG ZHANG
Supp
doi:10.5705/ss.202017.0034
SIMULTANEOUS CONFIDENCE BANDS FOR MEAN AND VARIANCE FUNCTIONS BASED ON DETERMINISTIC DESIGN
Li Cai, Rong Liu, Suojin Wang and Lijian Yang
Supp
doi:10.5705/ss.202017.0033
Likelihood ratio Haar variance stabilization and normalization for Poisson and other non-Gaussian noise removal
Piotr Fryzlewicz
Supp
doi:10.5705/ss.202017.0029
Partial Consistency with Sparse Incidental Parameters
Jianqing Fan, Runlong Tang and Xiaofeng Shi
Supp
doi:10.5705/ss.202017.0027
Matrix Graph Hypothesis Testing and Application in Brain Connectivity Alternation Detection
Yin Xia and Lexin Li
Supp
doi:10.5705/ss.202017.0023
Peter Hall: My Mentor, Collaborator and Friend
Peihua Qiu
 
doi:10.5705/ss.202017.0022
Optimal Designs for Nonlinear Models with Random Block Effects
Xin Wang, Min Yang and Wei Zheng
Supp
doi:10.5705/ss.202017.0020
BAYESIAN INFERENCE FOR NONRESPONSE TWO-PHASE SAMPLING
Yue Zhang, Henian Chen and Nanhua Zhang
 
doi:10.5705/ss.202017.0016
A Bootstrap Method for Constructing Pointwise and Uniform Confidence Bands for Conditional Quantile Functions
Joel L. Horowitz and Anand Krishnamurthy
Supp
doi:10.5705/ss.202017.0013
A general class of quasi-independence tests for left-truncated right-censored data
Young-Geun Choi, Wei-Yann Tsai and Myunghee Cho Paik
 
doi:10.5705/ss.202017.0010
Smoothed Full-Scale Approximation of Gaussian Process Models for Computation of Large Spatial Datasets
Bohai Zhang, Huiyan Sang and Jianhua Z. Huang
 
doi:10.5705/ss.202017.0008
Model Selection confidence sets by likelihood ratio testing
Chao Zheng, Davide Ferrari and Yuhong Yang
 
doi:10.5705/ss.202017.0006
Singular Additive Models for Function to Function Regression
Byeong U. Park, Chun-Jui Chen, Wenwen Tao and Hans-Georg Muller
Supp
doi:10.5705/ss.202016.0556
Asymptotics for Redescending M-estimators in Linear Models with Increasing Dimension
Ezequiel Smucler
 
doi:10.5705/ss.202016.0549
Calibrated Percentile Double Bootstrap For Robust Linear Regression Inference
Kai Zhang, Daniel McCarthy, Lawrence Brown, Richard Berk, Andreas Bujas, Edward George and Linda Zhao
 
doi:10.5705/ss.202016.0546
Kernel-Based Adaptive Randomization Toward Balance in Continuous and Discrete Covariates
Yanyuan Ma, Fei Jiang and Guosheng Yin
Supp
doi:10.5705/ss.202016.0538
An Outlyingness Matrix for Multivariate Functional Data Classification
Wenlin Dai and Marc G. Genton
Supp
doi:10.5705/ss.202016.0537
Methodology and Convergence Rates for Functional Time Series Regression
Tung Pham and Victor Panaretos
Supp
doi:10.5705/ss.202016.0536
A NONPARAMETRIC REGRESSION MODEL FOR PANEL COUNT DATA ANALYSIS
Huadong Zhao, Ying Zhang, Xingqiu Zhao and Zhangsheng Yu
Supp
doi:10.5705/ss.202016.0534
Optimal design when outcome values are not missing at random
Kim May Lee, Robin Mitra and Stefanie Biedermann
 
doi:10.5705/ss.202016.0526
ON PROFILE MM ALGORITHMS FOR GAMMA FRAILTY SURVIVAL MODELS
Xifen Huang, Jinfeng Xu and Guoliang Tian
Supp
doi:10.5705/ss.202016.0516
Combining likelihood and significance functions
Donald A S Fraser and Nancy Reid
 
doi:10.5705/ss.202016.0508
On p-values
Laurie Davies
 
doi:10.5705/ss.202016.0507
TESTS FOR TAR MODELS VS. STAR MODELS–A SEPARATE FAMILY OF HYPOTHESES APPROACH
Zhaoxing Gao, Shiqing Ling and Howell Tong
Supp
doi:10.5705/ss.202016.0497
Change Point Analysis of Correlation in Non-stationary Time Series
Holger Dette, Weichi Wu and Zhou Zhou
 
doi:10.5705/ss.202016.0493
AN ASSEMBLY AND DECOMPOSITION APPROACH FOR CONSTRUCTING SEPARABLE MINORIZING FUNCTIONS IN A CLASS OF MM ALGORITHMS
Guo-Liang Tian, Xi-Fen Huang and Jinfeng Xu
Supp
doi:10.5705/ss.202016.0488
Two-sample Functional Linear Models
Wenchao Xu, Riquan Zhang and Hua Liang
Supp
doi:10.5705/ss.202016.0459
Inference for Low-Dimensional Covariates in a High-Dimensional Accelerated Failure Time Model
Hao Chai, Qingzhao Zhang, Jian Huang and Shuangge Ma
Supp
doi:10.5705/ss.202016.0449
A low-rank based estimation-testing procedure for matrix-covariate regression
Hung Hung and Zhi-Yu Jou
Supp
doi:10.5705/ss.202016.0445
Asymptotic Distribution for Regression in A Symmetric Periodic Gaussian Kernel Hilbert Space
Xianli Zeng and Yingcun Xia
 
doi:10.5705/ss.202016.0440
Discrete Longitudinal Data Modeling with a Mean-Correlation Regression Approach
Cheng Yong Tang, Weiping Zhang and Chenlei Leng
Supp
doi:10.5705/ss.202016.0435
Multiple Quantile Modelling via Reduced Rank Regression
Heng Lian, Weihua Zhao and Yanyuan Ma
 
doi:10.5705/ss.202016.0426
Semi-parametric prediction intervals in small areas when auxiliary data are measured with error.
Gauri Datta, Aurore Delaigle, Peter Gavin Hall and Lily Wang
Supp
doi:10.5705/ss.202016.0416
Constrained Estimation of Causal Invertible VARMA
Anindya Roy, Tucker S. McElroy and Peter Linton
Supp
doi:10.5705/ss.202016.0415
Conditional quantile correlation learning for ultrahigh dimensional varying coefficient models and its application in survival analysis
Xiaochao Xia, Jialiang Li and Bo Fu
Supp
doi:10.5705/ss.202016.0402
Asymptotic Behavior of Cox's Partial Likelihood and its Application to Variable Selection
Runze Li, Jian-Jian Ren, Guangren Yang and Ye Yu
Supp
doi:10.5705/ss.202016.0401
Composite Estimation: An Asymptotically Weighted Least Squares Approach
Lu Lin, Feng Li, Kangning Wang and Lixing Zhu
 
doi:10.5705/ss.202016.0399
Network Inference From Grouped Observations Using Hub Models
Yunpeng Zhao and Charles Weko
Supp
doi:10.5705/ss.202016.0397
Fully Efficient Joint Fractional Imputation for Incomplete Bivariate Ordinal Responses
Xichen She and Changbao Wu
Supp
doi:10.5705/ss.202016.0396
Wavelet methods for erratic regression means in the presence of measurement error
Peter Hall, Spiridon Penev and Jason Tran
Supp
doi:10.5705/ss.202016.0393
Rank-based estimating equation with non-ignorable missing responses via empirical likelihood
Huybrechts F. Bindele and Yichuan Zhao
 
doi:10.5705/ss.202016.0388
Nonlinear Regression Estimation Using Subset-Based Kernel Principal Components
Yuan Ke, Degui Li and Qiwei Yao
 
doi:10.5705/ss.202016.0369
High dimensional semiparametric estimate of latent covariance matrix for matrix-variate
Lu Niu and Junlong Zhao
 
doi:10.5705/ss.202016.0364
Functional Linear Regression Model for Nonignorable Missing Scalar Responses
Hongtu Zhu, Tengfei Li, Fengchang Xie, Xiangnan Feng and J. G. Ibrahim
Supp
doi:10.5705/ss.202016.0350
Lack of Fit Test for Infinite Variation Jumps at High Frequencies
Kong Xinbing
 
doi:10.5705/ss.202016.0349
Maximum Partial-Rank Correlation Estimation for Left-Truncated and Right-Censored Survival Data
Shao-Hsuan Wang and Chin-Tsang Chiang
 
doi:10.5705/ss.202016.0348
ON ESTIMATION OF PARTIALLY LINEAR VARYING-COEFFICIENT TRANSFORMATION MODELS WITH CENSORED DATA
Bo Li, Baosheng Liang, Xingwei Tong and Jianguo Sun
Supp
doi:10.5705/ss.202016.0345
Generalized method of moments for nonignorable missing data
Li Zhang, Cunjie Lin and Yong Zhou
Supp
doi:10.5705/ss.202016.0340
Maximum Penalized Likelihood Estimation For The Endpoint And Exponent Of A Distribution
Fang Wang, Liang Peng, Yongcheng Qi and Meiping Xu
Supp
doi:10.5705/ss.202016.0336
Sequential Monitoring of Covariate-Adaptive Randomized Clinical Trials
Feifang Hu and Hongjian Hu
 
doi:10.5705/ss.202016.0330
Sequential identification of nonignorable missing data mechanisms
Mauricio Sadinle and Jerry Reiter
 
doi:10.5705/ss.202016.0328
Discrete Choice Models for Nonmonotone Nonignorable Missing Data: Identification and Inference
Eric J. Tchetgen Tchetgen, Linbo Wang and BaoLuo Sun
Supp
doi:10.5705/ss.202016.0325
Semiparametric Estimation with Data Missing Not at Random Using an Instrumental Variable
Eric Tchetgen Tchetgen, Baoluo Sun, Lan Liu, Wang Miao, Kathleen Wirth and Robin James
Supp
doi:10.5705/ss.202016.0324
Identification and Inference With Nonignorable Missing Covariate Data
Wang Miao and Eric Tchetgen Tchetgen
Supp
doi:10.5705/ss.202016.0322
Propensity Score Matching Analysis for Causal Effects with MNAR Covariates
Bo Lu and Robert Ashmead
 
doi:10.5705/ss.202016.0320
Bayesian Modeling and Inference for Nonignorably Missing Longitudinal Binary Response Data with Applications to HIV Prevention Trials
Joseph Ibrahim, Jing Wu, Ming-Hui Chen, Elizabeth Schifano and Jeffrey Fisher
Supp
doi:10.5705/ss.202016.0319
A ROBUST CALIBRATION-ASSISTED METHOD FOR LINEAR MIXED EFFECTS MODEL UNDER CLUSTER-SPECIFIC NONIGNORABLE MISSINGNESS
Myunghee Paik, Yongchan Kwon, Jae Kwang Kim and Hongsoo Kim
Supp
doi:10.5705/ss.202016.0317
Estimation of Area Under the ROC Curve under nonignorable veri cation bias
Wenbao Yu, Jae Kwang Kim and Taesung Park
 
doi:10.5705/ss.202016.0315
Penalized pairwise pseudo likelihood for variable selection with nonignorable missing data
Jiwei Zhao, Yang Yang and Yang Ning
Supp
doi:10.5705/ss.202016.0312
A mean score method for sensitivity analysis to departures from the missing at random assumption in randomised trials
Ian White, James Carpenter and Nicholas Horton
Supp
doi:10.5705/ss.202016.0308
Generalization of Heckman selection model to nonignorable nonresponse using call-back information
Baojiang Chen, Pengfei Li and Jing Qin
Supp
doi:10.5705/ss.202016.0300
Strategic Binary Choice Models with Partial Observability
Mark David Nieman
 
doi:10.5705/ss.202016.0294
EMPIRICAL LIKELIHOOD METHODS FOR COMPLEX SURVEYS WITH DATA MISSING-BY-DESIGN
Min Chen, Mary E. Thompson and Changbao Wu
 
doi:10.5705/ss.202016.0291
Aggregated Expectile Regression by Exponential Weighting
Yuwen Gu and Hui Zou
Supp
doi:10.5705/ss.202016.0285
Application of non-parametric empirical Bayes to treatment of non-response
Eitan Greenshtein and Theodor Itskov
 
doi:10.5705/ss.202016.0270
Semiparametric Analysis of Short-Term and Long-Term Hazard Ratio Model with Length-Biased and Right-Censored Data
Na Hu, Xuerong Chen and Jianguo Sun
 
doi:10.5705/ss.202016.0268
Smoothed Rank Regression for the Accelerated Failure Time Competing Risks Model with Missing Cause of Failure
Alan Wan, Zhiping Qiu, Yong Zhou and Peter Gilbert
Supp
doi:10.5705/ss.202016.0231
Hierarchical Models for Spatial Data with Errors that are Correlated with the Latent Process
Jonathan R. Bradley, Christopher K. Wikle and Scott H. Holan
Supp
doi:10.5705/ss.202016.0230
Hyper Markov Laws for Correlation Matrices
Jeremy Gaskins
 
doi:10.5705/ss.202016.0224
Simultaneous Confidence Bands in Nonlinear Regression Models with Nonstationarity
Degui Li, Weidong Liu, Qiying Wang and Weibiao Wu
 
doi:10.5705/ss.202016.0219
COPULA-BASED QUANTILE REGRESSION FOR LONGITUDINAL DATA
HUIXIA JUDY WANG, XINGDONG FENG AND CHEN DONG
Supp
doi:10.5705/ss.202016.0135
Sensitivity Analysis for Unmeasured Confounding in Coarse Structural Nested Mean Models
Shu Yang and Judith J. Lok
 
doi:10.5705/ss.202016.0133
Bayesian Small Area Models for Three-way Contingency Tables with Nonignorability
Dalho Kim, Namgyo Woo and Balgobin Nandram
 
doi:10.5705/ss.202016.0121
Multiclass Sparse Discriminant Analysis
Hui Zou, Qing Mai and Yi Yang
 
doi:10.5705/ss.202016.0117
Imprinting and Maternal Effect Detection Using Partial Likelihood Based on Discordant Sibpair Data
Fangyuan Zhang and Shili Lin
Supp
doi:10.5705/ss.202016.0114
Optimal Paired Choice Block Designs
Rakhi Singh, Ashish Das and Feng-Shun Chai
 
doi:10.5705/ss.202016.0084
The Impact of Missing Values on Diff erent Measures of Uncertainty
Chantal Larose, Dipak K. Dey and Ofer Harel
Supp
doi:10.5705/ss.202016.0073
Nearly Unstable Processes: A Prediction Perspective
Ching-Kang Ing, Ngai Hang Chan and Rongmao Zhang
Supp
doi:10.5705/ss.202016.0069
Invariance properties and statistical inference for circular data
Gianluca Mastrantonio, Giovanna Jona Lasinio, Antonello Maruotti and Gianfranco Calise
 
doi:10.5705/ss.202016.0067
Bayesian Generalized Two-way ANOVA Modeling for Functional Data Using INLA
Yu (Ryan) Yue, David Bolin, Havard Rue and Xiao-Feng Wang
Supp
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